DIAGNOSIS The Nest is in a safety lockout mode. It detected a problem with your furnace and shut it down to prevent damage. Usually a flame sensor issue or limit switch trip.
FIX Go to your furnace and turn the power off at the switch or breaker for 30 seconds. Turn it back on. This resets the furnace's control board. The Nest should try to start the furnace again. If it runs, the problem was a temporary limit switch trip.
IF THAT DIDN'T WORK The furnace itself has a fault. The Nest is just the messenger. Check your furnace's status light. A blinking LED code on the furnace board tells you the real problem—often a dirty flame sensor.
HEADS UP Do not keep forcing the Nest to restart heat. If the furnace has a hard fault, you could damage the heat exchanger. Call an HVAC tech if the reset doesn't clear it.